+475.0%
DINO vs TCOM
-9.8%
+484.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.3% | -4.9% | +7.2% | +3.3% |
| 30D | +22.6% | -14.4% | +37.0% | +26.3% |
| 3M | +55.2% | -17.7% | +72.9% | +60.5% |
| 6M | +93.8% | -25.1% | +118.9% | +103.6% |
| YTD | +139.5% | -45.7% | +185.2% | +166.8% |
| 1Y | +115.3% | -47.9% | +163.2% | +141.7% |
| 3Y | +98.8% | +8.9% | +89.8% | +80.8% |
| 5Y | +333.5% | +26.9% | +306.6% | +254.0% |
| All | +475.0% | -9.8% | +484.8% | +354.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling